To cut a long story short, I upgraded from an ageing 2850 to a 2862, and used an intermediary 2860 to complete the export/import process to the 2862.

The main issue I've found is that UDP port forwarding is highly unreliable. In my case I was accessing my Openvpn server which defaults to UDP. I could connect to certain services like some of my lan devices http interfaces, RDP to Windows servers on my lan, SSH to my Unix devices etc, but could not access web pages in general or browse the internet. This all worked with no issues on my 2850. (The openvpn option was disabled in the routers config as well on the 2860/2862)

After much trouble shooting, I simply configured my Openvpn server to use tcp, and updated the NAT on the 2860/2862 accordingly. This resolved the connectivity issues.